+46.6%
TEL vs CMS
+35.4%
+11.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -0.9% | +0.5% | -1.4% | -1.0% |
| 30D | -0.2% | +7.4% | -7.7% | -1.9% |
| 3M | +2.0% | +1.9% | +0.2% | +1.5% |
| 6M | +6.4% | -2.3% | +8.8% | +6.6% |
| YTD | -3.2% | +3.0% | -6.2% | -4.5% |
| 1Y | -11.2% | -2.8% | -8.4% | -11.0% |
| 3Y | +79.8% | +37.9% | +41.8% | +57.8% |
| 5Y | +46.6% | +34.0% | +12.6% | +27.5% |
| All | +46.6% | +35.4% | +11.2% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CMS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling